I came up with something not completely unlike the Martello character that kjpowers told us about. I'm GMing out New York City game, but I created a character along with everyone else, and I hope I get to play him soon when someone else takes a turn at GMing.
Zosimo is a native New Yorker, child of Greek immigrants, granted power by the Greek Pantheon while inadvertently defending one of their temples from Red Court artifact smugglers during a vacation in Greece. The Pantheon is much diminished these days. Because their memory is largely sustained by classical scholars, cheesy movies and TV shows, and comic book fans, they currently concentrate on their roles as patrons of the arts and other creative pursuits, and sponsors of the Ancient Greek ideal of the hero.
Zosimo happens to be more than a bit of a comic book nerd, as well as a part time bicycle messenger, so he's a particular favorite of Athena and Hermes.
Zosimo Pepelokios
High concept: Bike Messenger and Hearald to Greek Gods
Trouble: New York ain't exactly Ancient Athens
Other Aspects:
Don't f**k with the fastest otaku in Queens
Fan, Fancy, Fanatic, Phantasm, Faith
The world is stranger than I imagined, and I have a really good imagination,
Hey, you know what would be really cool?
With Mythic Power comes Mythic Responsibility
He has sponsored magic, Guide my hand, and an Item of Power (Hermes's wings)
The wings are usually affixed to his bike helmet and bicycle, giving him inhuman speed and armor:2.
The sponsored magic usually acts a lot like spirit evocation, while the ritual side of it is very good at teleportation, speed, and travel through the nevernever. He stole all his rotes from Marvel superheros, specifcally Wolverine (attack), The Hulk (maneuver), and Nightcrawler (block), because hey, magic is all about what you believe in, and he totally believes in superheroes.
He uses his bike gloves and messenger bag as focus items.